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PACJX vs. PTDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PACJX vs. PTDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Retirement Advantage 2055 Fund (PACJX) and Principal LifeTime 2040 Fund (PTDIX). The values are adjusted to include any dividend payments, if applicable.

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PACJX vs. PTDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PACJX
Putnam Retirement Advantage 2055 Fund
-4.11%19.51%15.39%30.61%-17.58%19.58%15.82%
PTDIX
Principal LifeTime 2040 Fund
-4.20%15.59%17.43%18.33%-18.13%15.35%15.21%

Returns By Period

The year-to-date returns for both stocks are quite close, with PACJX having a -4.11% return and PTDIX slightly lower at -4.20%.


PACJX

1D
-0.24%
1M
-7.34%
YTD
-4.11%
6M
-1.37%
1Y
16.76%
3Y*
17.23%
5Y*
10.06%
10Y*

PTDIX

1D
-0.13%
1M
-7.05%
YTD
-4.20%
6M
-2.23%
1Y
11.01%
3Y*
13.35%
5Y*
6.84%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PACJX vs. PTDIX - Expense Ratio Comparison

PACJX has a 0.45% expense ratio, which is higher than PTDIX's 0.01% expense ratio.


Return for Risk

PACJX vs. PTDIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PACJX
PACJX Risk / Return Rank: 6565
Overall Rank
PACJX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PACJX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PACJX Omega Ratio Rank: 6565
Omega Ratio Rank
PACJX Calmar Ratio Rank: 5959
Calmar Ratio Rank
PACJX Martin Ratio Rank: 7272
Martin Ratio Rank

PTDIX
PTDIX Risk / Return Rank: 4242
Overall Rank
PTDIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PTDIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PTDIX Omega Ratio Rank: 4141
Omega Ratio Rank
PTDIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PTDIX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PACJX vs. PTDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Retirement Advantage 2055 Fund (PACJX) and Principal LifeTime 2040 Fund (PTDIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PACJXPTDIXDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.86

+0.26

Sortino ratio

Return per unit of downside risk

1.64

1.30

+0.34

Omega ratio

Gain probability vs. loss probability

1.25

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

1.39

1.00

+0.38

Martin ratio

Return relative to average drawdown

6.80

4.85

+1.95

PACJX vs. PTDIX - Sharpe Ratio Comparison

The current PACJX Sharpe Ratio is 1.12, which is higher than the PTDIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PACJX and PTDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PACJXPTDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.86

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.51

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.45

+0.19

Correlation

The correlation between PACJX and PTDIX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PACJX vs. PTDIX - Dividend Comparison

PACJX's dividend yield for the trailing twelve months is around 10.37%, more than PTDIX's 10.23% yield.


TTM20252024202320222021202020192018201720162015
PACJX
Putnam Retirement Advantage 2055 Fund
10.37%9.94%6.26%4.56%9.65%17.43%1.94%0.00%0.00%0.00%0.00%0.00%
PTDIX
Principal LifeTime 2040 Fund
10.23%9.80%12.28%4.40%8.61%8.92%6.01%7.26%9.28%6.07%4.86%6.73%

Drawdowns

PACJX vs. PTDIX - Drawdown Comparison

The maximum PACJX drawdown since its inception was -32.14%, smaller than the maximum PTDIX drawdown of -54.38%. Use the drawdown chart below to compare losses from any high point for PACJX and PTDIX.


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Drawdown Indicators


PACJXPTDIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.14%

-54.38%

+22.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-9.72%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-25.43%

+1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-30.02%

Current Drawdown

Current decline from peak

-8.03%

-7.32%

-0.71%

Average Drawdown

Average peak-to-trough decline

-5.56%

-7.54%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.01%

+0.21%

Volatility

PACJX vs. PTDIX - Volatility Comparison

Putnam Retirement Advantage 2055 Fund (PACJX) and Principal LifeTime 2040 Fund (PTDIX) have volatilities of 4.24% and 4.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PACJXPTDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.17%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

7.34%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

12.99%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

13.44%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

13.79%

+4.24%